VPC vs CAAA

Comparison between VIRTUS PRIVATE CREDIT STRATEGY ETF (VPC, ETF) and FIRST TRUST AAA CMBS ETF (CAAA, ETF).

VPC vs CAAA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VPC(ETF)	CAAA(ETF)
Net Assets	$32M	$33M
Expense Ratio	10.60%	0.30%
Max Drawdown	55.28%	3.67%
Sharpe Ratio	-1.34	0.53
5Y Beta	0.52	0.02
5Y Dividends CAGR	9.08%	N/A

Net Assets

VPC

$32M

Winner

CAAA

$33M

Expense Ratio

VPC

10.60%

Winner

CAAA

0.30%

Max Drawdown

VPC

55.28%

Winner

CAAA

3.67%

Sharpe Ratio

VPC

-1.34

Winner

CAAA

0.53

5Y Beta

VPC

0.52

Winner

CAAA

0.02

5Y Dividends CAGR

VPC

9.08%

CAAA

N/A

VPC vs CAAA - Historical Returns

Returns include dividend reinvestment.

Period	VPC	CAAA
1 month	-2.87%	+0.12%
3 months	+5.32%	+0.79%
6 months	-9.36%	+1.43%
1 year	-14.07%	+5.17%
5 years(CAGR)	+1.02%	N/A
Max(CAGR)	+4.04%	+5.94%

VPC

-2.87%

Winner

CAAA

+0.12%

Winner

VPC

+5.32%

CAAA

+0.79%

VPC

-9.36%

Winner

CAAA

+1.43%

VPC

-14.07%

Winner

CAAA

+5.17%

5Y(CAGR)

VPC

+1.02%

CAAA

N/A

Max(CAGR)

VPC

+4.04%

Winner

CAAA

+5.94%

VPC vs CAAA - Annual Returns (2019 - 2026)

Returns include dividend reinvestment.

Year	VPC	CAAA
2026	-10.24%	+0.96%
2025	-7.48%	+7.92%
2024	+10.24%	+4.65%
2023	+20.58%	N/A
2022	-12.20%	N/A
2021	+33.54%	N/A
2020	-9.76%	N/A
2019	+9.34%	N/A

VPC vs CAAA Drawdown Comparison

The maximum drawdown for VPC was -53.45%, occurring on Mar 23, 2020. Recovery took 259 trading sessions.

The maximum drawdown for CAAA was -2.24%, occurring on Nov 13, 2024. Recovery took 107 trading sessions.

The current VPC drawdown is -19.84%. The current CAAA drawdown is -0.67%.

Rank	VPC	CAAA
#1	-53.45% Feb 20, 2020 - Mar 2, 2021	-2.24% Sep 17, 2024 - Feb 21, 2025
#2	-24.84% Feb 20, 2025 - Mar 13, 2026	-2.08% Feb 17, 2026 - Mar 27, 2026
#3	-20.83% Jan 12, 2022 - Sep 19, 2023	-1.63% Mar 27, 2024 - Jun 3, 2024
#4	-7.11% Sep 19, 2023 - Nov 27, 2023	-1.47% Apr 4, 2025 - Apr 28, 2025
#5	-6.18% Jul 15, 2024 - Nov 25, 2024	-1.01% Sep 15, 2025 - Oct 27, 2025
#6	-4.70% Nov 8, 2021 - Jan 11, 2022	-0.97% May 1, 2025 - Jun 4, 2025
#7	-4.20% May 7, 2021 - May 27, 2021	-0.90% Aug 5, 2024 - Aug 21, 2024
#8	-3.73% Jul 15, 2019 - Sep 20, 2019	-0.83% Nov 28, 2025 - Jan 12, 2026
#9	-3.62% May 3, 2019 - Jul 11, 2019	-0.83% Jun 30, 2025 - Aug 1, 2025
#10	-3.34% Jul 12, 2021 - Aug 11, 2021	-0.79% Mar 8, 2024 - Mar 27, 2024
#11	-3.17% Dec 9, 2024 - Jan 16, 2025	-0.72% Jun 18, 2024 - Jul 5, 2024
#12	-3.16% Sep 20, 2019 - Nov 27, 2019	-0.62% Jun 6, 2024 - Jun 13, 2024
#13	-3.04% Feb 22, 2019 - Apr 29, 2019	-0.59% Jul 16, 2024 - Jul 31, 2024
#14	-2.92% Aug 16, 2021 - Oct 5, 2021	-0.56% Jan 12, 2026 - Feb 5, 2026
#15	-2.80% Mar 28, 2024 - Apr 23, 2024	-0.53% Oct 27, 2025 - Nov 18, 2025

Correlation

Correlation between VPC and CAAA is -0.56 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.56

-101